+264.3%
STT vs TRI
+196.2%
+68.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -0.4% | -7.9% | +7.4% | +2.4% |
| 30D | +1.7% | -4.5% | +6.2% | +2.8% |
| 3M | +17.9% | +22.1% | -4.2% | +5.8% |
| 6M | +55.3% | -2.8% | +58.1% | +51.7% |
| YTD | +52.7% | -23.4% | +76.1% | +65.5% |
| 1Y | +75.7% | -41.5% | +117.2% | +119.4% |
| 3Y | +197.9% | -19.2% | +217.1% | +194.9% |
| 5Y | +158.8% | -9.4% | +168.2% | +133.1% |
| All | +264.3% | +196.2% | +68.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling